+669.9%
BA vs TECK
+2,171.4%
-1,501.5%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | +1.2% | -0.3% | +1.5% | +1.2% |
| 30D | -11.6% | +4.6% | -16.3% | -12.6% |
| 3M | -2.4% | +2.8% | -5.2% | -3.4% |
| 6M | -6.6% | +24.9% | -31.5% | -11.6% |
| YTD | -2.2% | +44.7% | -47.0% | -10.8% |
| 1Y | -8.0% | +112.0% | -120.0% | -23.1% |
| 3Y | -5.0% | +67.6% | -72.6% | -18.1% |
| 5Y | -2.7% | +200.3% | -203.1% | -28.2% |
| 10Y | +75.9% | +358.2% | -282.3% | +10.8% |
| All | +669.9% | +2,171.4% | -1,501.5% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TECK.
Daily Out/Under-Performance
Portfolio return minus TECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TECK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling